+745.7%
IWD vs ARWR
-59.7%
+805.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +1.6% | -17.7% | +19.3% | +1.7% |
| 30D | +3.6% | -21.9% | +25.5% | +3.8% |
| 3M | +2.0% | -44.5% | +46.6% | +2.5% |
| 6M | +13.1% | -32.6% | +45.6% | +13.3% |
| YTD | +26.2% | -26.2% | +52.4% | +26.4% |
| 1Y | +29.6% | +23.0% | +6.6% | +29.2% |
| 3Y | +84.3% | +81.8% | +2.6% | +82.8% |
| 5Y | +73.4% | -36.0% | +109.5% | +72.7% |
| 10Y | +202.4% | +1,039.5% | -837.1% | +195.9% |
| All | +745.7% | -59.7% | +805.3% | +736.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ARWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling